-8.6%
PATH vs ULTA
+28.0%
-36.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -1.4% | +16.1% | -17.5% | -4.0% |
| 3M | -16.4% | +21.7% | -38.2% | -19.2% |
| 6M | +23.3% | +28.7% | -5.5% | +17.6% |
| YTD | -19.8% | +8.9% | -28.8% | -21.8% |
| 1Y | -8.6% | +26.1% | -34.6% | -8.4% |
| All | -8.6% | +28.0% | -36.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling